Quotation Hornik, Kurt, Grün, Bettina. 2014. movMF: An R Package for Fitting Mixtures of von Mises-Fisher Distributions. Journal of Statistical Software 48 (10), 1-31.


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Abstract

Finite mixtures of von Mises-Fisher distributions allow to apply model-based clustering methods to data which is of standardized length, i.e., all data points lie on the unit sphere. The R package movMF contains functionality to draw samples from finite mixtures of von Mises-Fisher distributions and to fit these models using the expectation-maximization algorithm for maximum likelihood estimation. Special features are the possibility to use sparse matrix representations for the input data, different variants of the expectation-maximization algorithm, different methods for determining the concentration parameters in the M-step and to impose constraints on the concentration parameters over the components. In this paper we describe the main fitting function of the package and illustrate its application. In addition we compare the clustering performance of finite mixtures of von Mises-Fisher distributions to spherical k-means. We also discuss the resolution of several numerical issues which occur for estimating the concentration parameters and for determining the normalizing constant of the von Mises-Fisher distribution.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Journal of Statistical Software
Citation Index SCI
WU-Journal-Rating new FIN-A
Language English
Title movMF: An R Package for Fitting Mixtures of von Mises-Fisher Distributions
Volume 48
Number 10
Year 2014
Page from 1
Page to 31
Reviewed? Y
DOI http://dx.doi.org/10.18637/jss.v058.i10

Associations

People
Hornik, Kurt (Details)
External
Grün, Bettina (Johannes Kepler Universität Linz, Austria)
Organization
Institute for Statistics and Mathematics IN (Details)
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